How to merge objects and keep the interior hollow
Your answer is the addon "BoolTool"

You can download the addon here https://wiki.blender.org/index.php/Extensions:2.6/Py/Scripts/Object/BoolTool



Ok the Steps the steps...

1 Created multiple objects and set them up to intersect.
2 Select all the object.
3 Hit T to Open the booltool panel on the tool panel in the 3d viewport.
4 There are 3 section Brush/Direct/Draw.
5 Under Direct. Select "Union"  

That's all to it.